Sparse group variable selection based on quantile hierarchical Lasso

DOI10.1080/02664763.2014.888541OpenAlexW2003277757MaRDI QIDQ5128673FDOQ5128673

Authors: Weihua Zhao, Riquan Zhang, Jicai Liu 

Publication date: 28 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.888541

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zbMATH Keywords

quantile regressiongroup variable selectionoracle propertyadaptive Lassovarying coefficient modelhierarchical Lasso

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Cites Work

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Cited In (19)

• Group variable selection via a hierarchical lasso and its oracle property
• Hierarchical sparse modeling: a choice of two group Lasso formulations
• Hierarchically penalized quantile regression with multiple responses
• Adaptive fused LASSO in grouped quantile regression
• A link-free sparse group variable selection method for single-index model
• Sparse wavelet estimation in quantile regression with multiple functional predictors
• Variable selection, monotone likelihood ratio and group sparsity
• An efficient algorithm for structured sparse quantile regression
• Adaptive group Lasso selection in quantile models
• An algorithm for the multivariate group Lasso with covariance estimation
• Adaptive sparse group LASSO in quantile regression
• Group identification and variable selection in quantile regression
• Estimation and variable selection on sparse model with group structure
• Wavelet-based LASSO in functional linear quantile regression
• A novel group VIF regression for group variable selection with application to multiple change-point detection
• An Iterative Sparse-Group Lasso
• Grouped penalization estimation of the osteoporosis data in the traditional Chinese medicine
• Quantile regression feature selection and estimation with grouped variables using Huber approximation
• Hierarchically penalized quantile regression

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